+3,078.0%
FN vs SPG
+480.0%
+2,598.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -6.9% |
| 7D | -7.0% | +8.2% | -15.2% | -9.6% |
| 30D | -24.7% | +13.5% | -38.2% | -28.2% |
| 3M | -35.7% | +2.2% | -37.9% | -36.4% |
| 6M | -52.4% | +15.9% | -68.3% | -55.4% |
| YTD | -25.0% | +27.6% | -52.5% | -32.0% |
| 1Y | -25.7% | +30.9% | -56.6% | -33.2% |
| 3Y | +110.2% | +124.5% | -14.3% | +56.0% |
| 5Y | +192.3% | +79.9% | +112.5% | +129.7% |
| 10Y | +812.3% | +112.9% | +699.3% | +568.6% |
| All | +3,078.0% | +480.0% | +2,598.0% | +1,117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling